Enter the following command while the Kemco logo appears on screen:
While holding R, L and C-Up, press C-Right, C-Left and B.
This will open up the hidden Super Hard difficulty mode.
Go to the Story or Team mode and enter the following command while the stage number is being displayed:
Press and hold all four C Buttons and the R Button and push right, up, left, down on the D-Pad. You can now select your stage.